+609.0%
COST vs AVAV
+478.0%
+131.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.5% | -0.4% |
| 7D | -2.8% | -3.2% | +0.4% | -2.5% |
| 30D | -5.3% | -25.6% | +20.3% | -3.0% |
| 3M | -6.7% | -20.2% | +13.6% | -5.5% |
| 6M | -9.9% | -38.1% | +28.1% | -7.2% |
| YTD | +5.1% | -41.8% | +46.9% | +7.9% |
| 1Y | -7.3% | -39.0% | +31.8% | -6.0% |
| 3Y | +70.4% | +24.1% | +46.3% | +54.8% |
| 5Y | +104.4% | +53.0% | +51.4% | +76.5% |
| 10Y | +609.0% | +493.8% | +115.2% | +407.1% |
| All | +609.0% | +478.0% | +131.0% | +407.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AVAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling